+107.6%
MDLZ vs YUM
+215.4%
-107.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.2% | +1.0% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +7.9% | +10.0% | -2.0% | +4.1% |
| 3M | +7.3% | +7.5% | -0.2% | +4.1% |
| 6M | +11.7% | +8.8% | +2.9% | +7.6% |
| YTD | +28.7% | +8.2% | +20.5% | +24.0% |
| 1Y | +22.8% | +9.8% | +12.9% | +17.5% |
| 3Y | +6.6% | +36.4% | -29.9% | -7.9% |
| 5Y | +23.2% | +41.7% | -18.5% | +3.8% |
| All | +107.6% | +215.4% | -107.9% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling